Welcome to the algo trading learning repo

Getting started

• How to use this
• Installation

Part 1: Intro to Algo Trading

• Introduction
  • What is algo trading?
  • What is technical analysis?
  • What is fundamental analysis?
  • Technical analysis vs Fundamental analysis
  • The use of machine learning
  • Conclusion
• Data science basics
  • Exploratory Data Analysis
  • Resampling
  • Calculate percentage change
  • Visualise time series data
  • Moving windows
  • Summary

Part 2: Core trading strategies

• Technical analysis
  • Intro to technical analysis
  • Chart analysis
  • Technical indicators
• Fundamental analysis
  • Intro to fundamental analysis
  • Financial ratios
  • Ratio analysis for stock screening
• Evaluation metrics
  • Portfolio return
  • Sharpe ratio
  • Maximum drawdown (MDD)
  • Compound Annual Growth Rate (CAGR)
  • Standard Deviation

Bonus: Julia for algo trading

• Introduction to Julia
  • Why use Julia
  • Getting started
• Data science basics
  • Read and output csv file
  • Data inspection
  • Data selection
• Write a technical strategy
  • Build the strategy
  • Plotting graphs
  • Backtesting
  • Strategy evaluation

Part 3: Machine Learning

• Bankruptcy prediction
  • Intro to bankruptcy prediction
  • Bankruptcy prediction with machine learning
• Property price prediction
  • Intro to macroeconomic analysis
  • Macroeconomic indicators in Hong Kong
  • The Hong Kong real estate market
  • Property price prediction with machine learning
• Sentiment analysis
  • Intro to sentiment analysis
  • Collection of tweets
  • Collect financial headlines
  • VADER sentiment prediction
• Integrated trading strategy
  • Putting it all together
  • Simple approach
  • Machine learning approach

Bonus: Trade execution

• Paper Trading with Interactive Brokers
  • Intro to paper trading
  • Setup Interactive Brokers API
  • Connect to Interactive Brokers TWS
  • Create Basic Contracts
  • Request Market Data
  • Manage Orders
  • Request Account Summary

Resources

• Investopedia
• StockCharts

Others

• Acknowledgement
• About the author

Indices and tables

• Index
• Module Index
• Search Page

Attention

All investments entail inherent risk. This repository seeks to solely educate people on methodologies to build and evaluate algorithmic trading strategies. All final investment decisions are yours and as a result you could make or lose money.